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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
+21.98%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$99.7B
AUM Growth
-$35.3B
Cap. Flow
-$51.2B
Cap. Flow %
-51.39%
Top 10 Hldgs %
38.1%
Holding
3,429
New
429
Increased
712
Reduced
935
Closed
1,256

Top Buys

Rank Stock Value
1
TSLA icon
Tesla
TSLA
+$336M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$322M
3
IWM icon
iShares Russell 2000 ETF
IWM
+$189M
4
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$138M
5
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$93.4M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$471M
2
ADBE icon
Adobe
ADBE
+$209M
3
AMZN icon
Amazon
AMZN
+$208M
4
GOOG icon
Alphabet (Google) Class C
GOOG
+$197M
5
AMD icon
Advanced Micro Devices
AMD
+$178M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 1.57%
2 Technology 1.47%
3 Communication Services 0.76%
4 Financials 0.54%
5 Industrials 0.47%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
WW
1126
PUT
DELISTED
WW International
WW
$2.82M ﹤0.01%
115,700
+1,700
+1% +$44.2K
MNST icon
1127
PUT
Monster Beverage
MNST
$88.5B
$2.82M ﹤0.01%
61,000
-95,200
-61% -$4M
ROST icon
1128
CALL
Ross Stores
ROST
$81.9B
$2.81M ﹤0.01%
22,900
-44,400
-66% -$4.65M
HAS icon
1129
CALL
Hasbro
HAS
$13.2B
$2.81M ﹤0.01%
30,000
-47,700
-61% -$4.24M
VIPS icon
1130
Vipshop
VIPS
$7.53B
$2.81M ﹤0.01%
99,770
-252,284
-72% -$5.6M
VGK icon
1131
CALL
Vanguard FTSE Europe ETF
VGK
$31.1B
$2.8M ﹤0.01%
+46,500
New +$2.62M
XME icon
1132
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$4.48B
$2.79M ﹤0.01%
83,500
+48,400
+138% +$1.37M
MOTNU
1133
DELISTED
Motion Acquisition Corp. Unit
MOTNU
$2.79M ﹤0.01%
+262,650
New +$2.66M
SPB icon
1134
CALL
Spectrum Brands
SPB
$2.07B
$2.79M ﹤0.01%
35,300
+12,000
+52% +$787K
GT icon
1135
CALL
Goodyear
GT
$1.85B
$2.77M ﹤0.01%
254,200
+54,200
+27% +$546K
TSCO icon
1136
Tractor Supply
TSCO
$18B
$2.76M ﹤0.01%
98,020
+9,905
+11% +$277K
PSTH
1137
DELISTED
Pershing Square Tontine Holdings, Ltd.
PSTH
$2.73M ﹤0.01%
+98,478
New +$2.38M
HIGA.U
1138
DELISTED
H.I.G. Acquisition Corp. Units, each consisting of one Class A ordinary share and one-third of one redeemable warrant
HIGA.U
$2.71M ﹤0.01%
+260,247
New +$2.63M
RAD
1139
DELISTED
Rite Aid Corporation
RAD
$2.71M ﹤0.01%
171,271
+161,859
+1,720% +$2.08M
VMC icon
1140
PUT
Vulcan Materials
VMC
$36.9B
$2.7M ﹤0.01%
18,200
-31,300
-63% -$4.46M
KBE icon
1141
CALL
State Street SPDR S&P Bank ETF
KBE
$1.71B
$2.69M ﹤0.01%
+64,400
New +$2.39M
YELP icon
1142
CALL
Yelp
YELP
$1.41B
$2.69M ﹤0.01%
+82,200
New +$2.16M
PRPL icon
1143
CALL
Purple Innovation
PRPL
$41.7M
$2.68M ﹤0.01%
3,252
+52
+2% +$37.9K
PRPL icon
1144
Purple Innovation
PRPL
$41.7M
$2.68M ﹤0.01%
3,252
+1,818
+127% +$1.33M
KEY icon
1145
PUT
KeyCorp
KEY
$24.4B
$2.65M ﹤0.01%
161,700
+131,800
+441% +$1.92M
ICE icon
1146
Intercontinental Exchange
ICE
$84.4B
$2.65M ﹤0.01%
23,003
+16,186
+237% +$1.68M
SVSVU
1147
DELISTED
Spring Valley Acquisition Corp. Unit
SVSVU
$2.64M ﹤0.01%
+250,617
New +$2.62M
HOUS
1148
CALL
DELISTED
Anywhere Real Estate
HOUS
$2.62M ﹤0.01%
200,000
– –
HOUS
1149
PUT
DELISTED
Anywhere Real Estate
HOUS
$2.62M ﹤0.01%
200,000
– –
ORLY icon
1150
CALL
O'Reilly Automotive
ORLY
$76.3B
$2.62M ﹤0.01%
87,000
-664,500
-88% -$20.1M
44 45
46
47 48

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Parallax Volatility Advisers's Q4 2020 Portfolio in Review

As of Q4 2020, Parallax Volatility Advisers held 3,429 positions worth $99.7B, down 26% from $135B the previous quarter. Its ten largest holdings account for 38% of the portfolio.

Parallax Volatility Advisers withdrew a net $51.2B in Q4 2020, closing 1,256 positions and reducing 935 holdings. Its most notable exit was Adobe, an estimated $209M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 1.6% of assets, up from 1.1% a quarter earlier, followed by Technology and Communication Services.

Against the trend, Parallax Volatility Advisers opened a new position in Insulet worth $12.8M.

  • Parallax Volatility Advisers's largest Q4 2020 buy was Insulet: 50,183 shares worth $12.8M.
  • Parallax Volatility Advisers added most to Tesla in Q4 2020, an estimated $336M increase.
  • Parallax Volatility Advisers's biggest Q4 2020 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $471M.
  • Parallax Volatility Advisers fully exited Adobe in Q4 2020, selling an estimated $209M.
  • Parallax Volatility Advisers's ten largest holdings make up 38% of its $99.7B portfolio in Q4 2020.
  • Parallax Volatility Advisers opened 429 new positions and closed 1,256 in Q4 2020.
  • Parallax Volatility Advisers's portfolio value fell 26% quarter-over-quarter to $99.7B.

Based on Parallax Volatility Advisers's 13F filing for Q4 2020, filed 16 Feb 2021.